GSM and CDMA refer to different mobile phone technologies. The "world" phone is for CDMA use in the USA and GSM outside the USA. I believe generally you would be able to unlock the GSM on the 8830 and use it on most any GSM carrier, but ask your carrier. At any rate, you need to make sure your carrier (that is, your mobile phone service provider) supports BlackBerrys. Don't assume that it does.
You will need data service (data plan) if you want to browse. BlackBerrys are different, though. If you want to use the BlackBerry data apps, and many aftermarket apps, you need the data service specifically for BlackBerrys.
See What do I need a Data Plan for? - BlackBerryFAQ
and How to use BlackBerry on Generic Data Plan - BlackBerryFAQ
The latter may help if you can't get a BlackBerry data plan but can get a regular smartphone data plan. Posted via BlackBerryForums.com Mobile